Calibrating Prediction Regions

DOI10.2307/2290007zbMATH Open0706.62085OpenAlexW4247793353MaRDI QIDQ3486701FDOQ3486701

Authors: Rudolf Beran 

Publication date: 1990

Full work available at URL: https://doi.org/10.2307/2290007

Recommendations

• Controlling conditional coverage probability in prediction
• Large sample prediction regions with estimated parameters
• Simultaneous prediction regions
• On prediction intervals based on predictive likelihood or bootstrap methods
• Calibrated multivariate distributions for improved conditional prediction

zbMATH Keywords

rate of convergenceprediction regionconditional coverage probabilitylearning samplebootstrap Monte Carlo algorithmoverall coverage probabilities

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and prediction (62M20)

Cited In (35)

• Calibrated multivariate distributions for improved conditional prediction
• On the expression of uncertainty intervals in engineering
• On shortest prediction intervals in log-Gaussian random fields
• A note on simultaneous calibrated prediction intervals for time series
• Expansions of the coverage probabilities of prediction region based on a shrinkage estimator
• Some results on bootstrap prediction intervals
• Prediction with confidence -- a general framework for predictive inference
• A general algorithm for computing simultaneous prediction intervals for the (log)-location-scale family of distributions
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
• IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS
• Prediction intervals for integrals of Gaussian random fields
• Prediction intervals for overdispersed binomial data with application to historical controls
• Prediction of remaining life of power transformers based on left truncated and right censored lifetime data
• Bootstrap-calibrated interval estimates for latent variable scores in item response theory
• Prediction in random coefficient regression
• Calibrating predictive distributions
• A note about calibrated prediction regions and distributions
• Individual prediction regions for multivariate longitudinal data with small samples
• Applications of hyperellipsoidal prediction regions
• Calibrated prediction regions for Gaussian random fields
• Probability-centered prediction regions
• Improved prediction intervals and distribution functions
• Conditional Minimum Volume Predictive Regions for Stochastic Processes
• Nonparametric prediction intervals for explosive ar(1)-processes
• Improved prediction limits for a general class of Gaussian models
• Model-free model-fitting and predictive distributions
• Predicting the Number of Future Events
• Confidence distributions: a review
• Controlling conditional coverage probability in prediction
• Simultaneous prediction regions
• Seasonal warranty prediction based on recurrent event data
• Improved multivariate prediction regions for Markov process models
• Large sample prediction regions with estimated parameters
• Content-adjusted tolerance intervals via bootstrap calibration
• Methods to compute prediction intervals: a review and new results

This page was built for publication: Calibrating Prediction Regions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3486701)